Non parametric and robust statistical test based on wavelets for time series classification

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dc.contributor.advisorLaniado Rodas, Henryspa
dc.contributor.advisorRíos Querubín, Mateospa
dc.contributor.authorSánchez González, Alejandra
dc.coverage.spatialMedellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degreeseng
dc.creator.degreeMagíster en Matemáticas Aplicadasspa
dc.creator.emailalejandra.sanchez@usautoto.edu.cospa
dc.date.accessioned2018-12-10T17:10:08Z
dc.date.available2018-12-10T17:10:08Z
dc.date.issued2018
dc.description.abstractIn this article a statistical procedure for identifying if a time series set follows the same model is developed -- With the aim of supporting characterization and pattern recognition for temporal series, and inspired by the methodology of Maharaj E. A.[1], we take advantage of the wavelet coefficients properties to characterize a signal and our procedure is made by means of a randomization test on those coefficient -- Our main contribution in this work is to introduce modified versions of test statistic in test for pattern recognition of time series which in general, have a great performance in terms of size and power, both being desirable features in a statistic test -- It is worth pointing out that we introduce robust statistical tests whose performance are better in presence of atypical values than some techniques already studied in the literature -- The methodology developed here allow us to design a new method to classify time series and atypical values identification -- We implement our new methods in real and simulated casesspa
dc.identifier.ddc515.243 S669
dc.identifier.urihttp://hdl.handle.net/10784/13318
dc.language.isospaspa
dc.publisherUniversidad EAFITspa
dc.publisher.departmentEscuela de Ciencias. Departamento de Ciencias Básicasspa
dc.publisher.programMaestría en Matemáticas Aplicadasspa
dc.rights.accessrightsinfo:eu-repo/semantics/openAccessspa
dc.rights.localAcceso abiertospa
dc.subjectTransformada de Waveletspa
dc.subjectCoeficiente de ondulaciónspa
dc.subjectPrueba de aleatorizaciónspa
dc.subject.keywordTime-series analysisspa
dc.subject.keywordEstimation theoryspa
dc.subject.lembANÁLISIS DE SERIES DE TIEMPOspa
dc.subject.lembTEORÍA DE LA ESTIMACIÓNspa
dc.titleNon parametric and robust statistical test based on wavelets for time series classificationspa
dc.typemasterThesiseng
dc.typeinfo:eu-repo/semantics/masterThesiseng
dc.type.hasVersionacceptedVersioneng
dc.type.localTesis de Maestríaspa

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Maestría en Matemáticas Aplicadas (tesis)